Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 327 626 CHF | 55 104 CHF | 99,17% | 99,17% |
19/11/2024 | 0,86% | 1,05 CHF | 1,06 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 349 679 CHF | 58 780 CHF | 96,62% | 96,62% |
18/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 300 000 | 50 000 | 300 000 | 89 142 | 397 905 CHF | 118 955 CHF | 99,22% | 99,22% |
15/11/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 398 474 CHF | 133 825 CHF | 99,17% | 99,17% |
14/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 414 204 CHF | 139 068 CHF | 99,15% | 99,15% |
13/11/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 398 062 CHF | 133 687 CHF | 99,16% | 99,16% |
12/11/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 446 497 CHF | 149 832 CHF | 99,16% | 99,16% |
11/11/2024 | 0,63% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 475 329 CHF | 159 443 CHF | 99,16% | 99,16% |
08/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 446 648 CHF | 149 883 CHF | 99,17% | 99,17% |
07/11/2024 | 0,65% | 1,47 CHF | 1,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 456 910 CHF | 153 303 CHF | 98,18% | 98,18% |